+47.5%
FITB vs CASY
+266.7%
-219.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +2.8% | +3.6% | -0.8% | +2.0% |
| 30D | +9.8% | +9.1% | +0.7% | +7.6% |
| 3M | -5.2% | -16.5% | +11.4% | -1.5% |
| 6M | +17.3% | -19.7% | +37.0% | +22.5% |
| YTD | +19.3% | +29.3% | -10.0% | +7.1% |
| 1Y | +32.7% | +33.1% | -0.4% | +17.7% |
| 3Y | +141.6% | +158.5% | -16.9% | +61.3% |
| All | +47.5% | +266.7% | -219.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling